deribit_basis_elevated_carry_long · strategy

closed trades

36%

win rate

-282.15

total pnl ($)

0.403

weight

7d window — n=14 wr=0% pnl=-144.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:08	BTC	Buy	60719→59163.4	-13.27	stop_loss
06-29 07:06	BTC	Buy	60320→59995	-3.16	timeout
06-29 02:13	BTC	Buy	60384→58838.6	-13.30	stop_loss
06-28 22:53	BTC	Buy	60426→58869.6	-13.45	stop_loss
06-28 19:14	BTC	Buy	60016→59467	-4.99	timeout
06-26 12:43	BTC	Buy	60524→58974.5	-13.26	stop_loss
06-24 14:19	BTC	Buy	62553.1→60952.5	-13.23	stop_loss
06-24 13:45	BTC	Buy	62965.1→61348.2	-13.29	stop_loss
06-23 08:24	BTC	Buy	63882.2→62245.7	-13.25	stop_loss
06-23 08:17	BTC	Buy	64023.2→62380.7	-13.29	stop_loss
06-23 06:21	BTC	Buy	64293.2→62647.5	-13.26	stop_loss
06-23 06:20	BTC	Buy	64573.2→62920.4	-13.27	stop_loss
06-23 02:23	BTC	Buy	64206.2→64144.8	-0.90	timeout
06-22 23:23	BTC	Buy	64245.2→63994.8	-2.41	timeout
06-22 20:23	BTC	Buy	63920.2→64448.8	+3.63	timeout
06-22 17:20	BTC	Buy	63889.2→64579.8	+4.93	timeout
06-21 01:26	BTC	Buy	62978.1→64217.8	+9.28	timeout
06-20 22:24	BTC	Buy	62820.1→64132.8	+10.00	timeout
06-20 19:22	BTC	Buy	62718.1→63885.8	+8.89	timeout
06-20 16:21	BTC	Buy	62678.1→64000.8	+9.94	timeout
06-18 15:51	BTC	Buy	64170.2→62523.6	-13.03	stop_loss
06-18 15:37	BTC	Buy	64668.2→63008.3	-13.26	stop_loss
06-18 15:17	BTC	Buy	64873.2→63211.2	-13.24	stop_loss
06-18 15:17	BTC	Buy	65033.3→63360.1	-13.29	stop_loss
06-17 19:50	BTC	Buy	65694.3→64010.8	-13.29	stop_loss
06-17 19:42	BTC	Buy	65788.3→64104.7	-13.28	stop_loss
06-17 10:56	BTC	Buy	66459.3→64757.4	-13.34	stop_loss
06-17 08:45	BTC	Buy	66541.3→64836.3	-13.27	stop_loss
06-16 21:23	BTC	Buy	64642.2→65713.7	+7.66	timeout
06-14 22:25	BTC	Buy	63608.2→65183.7	+11.84	timeout
06-14 05:17	BTC	Buy	63482.2→64312.8	+6.14	timeout
06-13 22:01	BTC	Buy	63537.2→64395.8	+6.25	timeout
06-12 14:48	BTC	Buy	61964.1→63469.8	+11.54	timeout
06-11 19:32	BTC	Buy	62017.1→63807.8	+13.73	timeout
06-11 16:26	BTC	Buy	60921→62559.9	+12.84	timeout
06-10 09:21	BTC	Buy	62307.1→60703.6	-13.22	stop_loss
06-07 22:15	BTC	Buy	61333.1→64086.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60888→63622.8	+22.03	take_profit
06-07 22:14	BTC	Buy	60842→63575.8	+22.03	take_profit
06-07 22:14	BTC	Buy	60720→63446.8	+22.02	take_profit
06-06 04:34	BTC	Buy	61017.1→59455.3	-13.25	stop_loss
06-05 06:19	BTC	Buy	63361.2→61736	-13.19	stop_loss
06-05 06:03	BTC	Buy	63701.2→62070.8	-13.21	stop_loss
06-04 09:29	BTC	Buy	64376.2→62725.5	-13.27	stop_loss
06-04 00:29	BTC	Buy	65136.3→63469.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66403.3→64655.4	-13.65	stop_loss
06-03 19:55	BTC	Buy	66938.3→65222.1	-13.32	stop_loss
06-03 03:50	BTC	Buy	67262.4→65539.9	-13.26	stop_loss
06-03 03:43	BTC	Buy	67602.4→65868.8	-13.28	stop_loss
06-02 14:27	BTC	Buy	69501.5→67722.7	-13.25	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-02 12:30	BTC	Buy	70986.5→69161.9	-13.36	stop_loss
06-01 15:25	BTC	Buy	74123.7→71111.9	-20.98	stop_loss
06-01 15:25	BTC	Buy	73780.7→71111.9	-18.78	stop_loss
06-01 15:25	BTC	Buy	73965.7→71111.9	-20.00	stop_loss
06-01 15:25	BTC	Buy	73849.7→71111.9	-19.29	stop_loss
05-30 19:25	BTC	Buy	73501.7→73975.3	+2.55	timeout
05-30 16:00	BTC	Buy	72890.6→73888.3	+6.17	timeout
05-30 12:36	BTC	Buy	73362.7→73641.3	+1.34	timeout
05-30 09:40	BTC	Buy	73419.7→73521.3	+0.17	timeout
05-30 06:33	BTC	Buy	72826.6→73630.3	+4.99	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-282.15

total pnl ($)

-91.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	61	36%	-91.6	-282.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…